Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49030.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44861.73 Kr¶

PnL: ---------------------------------------> -86.27 Kr¶

DD now: ---------------------------------> -7.699 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:46:50.186533'

Anic Portfolio¶

Today¶

Return: -0.553 %¶

This Week¶

Return: -0.553 %¶

Total portfolio value¶

Return including deposits: 60.514 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.360000 1660.680000 193.140000 13.160000 1467.540000
Sedana Medical 93 2.370000 2574.240000 59.520000 2.370000 2514.720000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
JM 6 1.880000 878.400000 16.200000 1.880000 862.200000
Atrium Ljungberg B 5 1.450000 946.500000 13.500000 1.450000 933.000000
Orrön Energy 180 0.490000 2050.200000 12.600000 0.620000 2037.600000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Catena 2 1.320000 800.000000 10.400000 1.320000 789.600000
Platzer Fastigheter Holding B 12 1.000000 968.400000 9.600000 1.000000 958.800000
BioGaia B 8 0.600000 933.600000 5.600000 0.600000 928.000000
Hexatronic Group 12 0.520000 969.600000 5.040000 0.520000 964.560000
Biotage 7 0.450000 943.600000 4.200000 0.450000 939.400000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
ASSA ABLOY B 3 0.080000 777.600000 0.600000 0.080000 777.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Addnode Group B 11 -0.420000 914.650000 -3.850000 -0.420000 918.500000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.590000 932.500000 -5.500000 -0.590000 938.000000
Alimak Group 11 -0.830000 918.500000 -7.700000 -0.830000 926.200000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Vitec Software Group B 2 -3.320000 1048.000000 -36.000000 -3.320000 1084.000000
Latour B 4 -4.440000 817.200000 -38.000000 -4.440000 855.200000
INVISIO 16 -1.300000 3632.000000 -48.000000 -1.300000 3680.000000
Bufab 3 -4.450000 1057.200000 -49.200000 -4.450000 1106.400000
Indutrade 5 -4.120000 1164.500000 -50.000000 -4.120000 1214.500000
Hexagon B 26 -1.620000 3395.600000 -55.900000 -1.620000 3451.500000
BHG Group 97 -7.060000 1353.150000 -101.850000 -7.000000 1455.000000
TOTAL 44861.730000 -86.270000 -7.69901% 44948.000000

Updated:¶

'2023-07-03 16:47:07.071966'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶